DOI10.1137/S0363012996301336zbMath0914.93019OpenAlexW1995502176MaRDI QIDQ4210177
Diederich Hinrichsen, Anthony J. Pritchard
Publication date: 21 September 1998
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012996301336
Multiplicative stochastic systems: optimization and analysis ⋮
Closed-loop model set validation under a stochastic framework ⋮
Robust stability criterion for uncertain stochastic systems with time-varying delay via sliding mode control ⋮
Robust control design for nonlinear stochastic partial differential systems with Poisson noise: fuzzy implementation ⋮
\(H_{\infty}\) control for nonlinear stochastic Markov systems with time-delay and multiplicative noise ⋮
Stochastic stability analysis for 2-D Roesser systems with multiplicative noise ⋮
Generalized differential Riccati equation and indefinite stochastic LQ control with cross term ⋮
Output dynamic controller analysis for stochastic systems of multiplicative type ⋮
Robust H ∞ output-feedback control of retarded state-multiplicative stochastic systems ⋮
A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control ⋮
Multiplicative stochastic systems with multiple external disturbances ⋮
Stochastic and adaptive optimal control of uncertain interconnected systems: a data-driven approach ⋮
Stochastic \(H_{2}/H_{\infty}\) control for Poisson jump-diffusion systems ⋮
Some remarks on infinite horizon stochastic \(H_2/H_\infty\) control with \((x,u,v)\)-dependent noise and Markov jumps ⋮
Finite horizon mean-field stochastic \(H_2/H_\infty\) control for continuous-time systems with \((x,v)\)-dependent noise ⋮
Stochastic \(H_\infty\) control for discrete-time singular systems with state and disturbance dependent noise ⋮
Stochastic \(H_2/H_\infty\)-control for a dynamical system with internal noises multiplicative with respect to state, control, and external disturbance ⋮
\(H_2/H_{\infty}\) control design of detectable periodic Markov jump systems ⋮
\(H_{\infty}\) control for nonlinear stochastic systems with time-delay and multiplicative noise ⋮
Study on \(\mathcal{H}_-\) index of stochastic linear continuous-time systems ⋮
Stochastic incremental \(H_\infty\) control for discrete-time switched systems with disturbance dependent noise ⋮
\(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching ⋮
Delay-dependent robust stability criteria of uncertain stochastic systems with time-varying delay ⋮
Robust \(H_\infty\) filtering for nonlinear discrete-time stochastic systems ⋮
\( \mathcal{H}_\infty\) control for Poisson-driven stochastic systems ⋮
Stochastic \(H_2/H_\infty\) control with random coefficients ⋮
Stochastic \(H_{2}/H_{\infty }\) control with \((x,u,v)\)-dependent noise: finite horizon case ⋮
Infinite horizon \(H_\infty\) control for nonlinear stochastic Markov jump systems with \((x, u, v)\)-dependent noise via fuzzy approach ⋮
On detectability of stochastic systems ⋮
Infinite horizon \(H_2/H_\infty\) optimal control for discrete-time Markov jump systems with \((x,u,v)\)-dependent noise ⋮
Representation of the bilinear system output by multiple stochastic integrals ⋮
Stochastic problems of absolute stability ⋮
\(H_2/H_\infty\) control problems of backward stochastic systems ⋮
Stability analysis for stochastic differential equations with infinite Markovian switchings ⋮
\(H_\infty\) control for stochastic systems with Poisson jumps ⋮
An approach to \(H _{\infty }\) control of a class of nonlinear stochastic systems ⋮
Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems ⋮
Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping. ⋮
Time-delay dependent \(H_\infty\) model reduction for uncertain stochastic systems: continuous-time case ⋮
Infinite horizon \(H_{2}/H_{\infty }\) control for discrete-time time-varying Markov jump systems with multiplicative noise ⋮
Robust \(H_2/H_{\infty}\) filter design for a class of nonlinear stochastic systems with state-dependent noise ⋮
Almost sure exponential stabilisation of stochastic systems by state-feedback control ⋮
\(H_\infty\) output-feedback control of discrete-time systems with state-multiplicative noise ⋮
Infinite horizon \(H_2/H_\infty\) control for stochastic systems with Markovian jumps ⋮
Integral representations of solutions for linear stochastic equations with multiplicative perturbances ⋮
\(H_{\infty}\) enhanced control design of discrete-time Takagi-Sugeno state-multiplicative noisy systems ⋮
Robust \(H_{\infty}\) fuzzy control for nonlinear discrete-time stochastic systems with Markovian jump and parametric uncertainties ⋮
Backward stochastic \(H_2 / H_{\infty}\) control: infinite horizon case ⋮
Robust \(H_\infty\) control for discrete-time stochastic interval system with time delay ⋮
Composite antidisturbance control for a class of nonlinear stochastic systems via disturbance observer ⋮
The \(H_{\infty}\) control for bilinear systems with Poisson jumps ⋮
Nonlinear stochastic \(H_{\infty}\) control with Markov jumps and \((x, u, v)\)-dependent noise: finite and infinite horizon cases ⋮
On stabilizability and exact observability of stochastic systems with their applications. ⋮
On a class of rational matrix differential equations arising in stochastic control. ⋮
\(H_\infty\) control for nonlinear infinite Markov jump systems ⋮
\(H_\infty\) robust tracking control of stochastic T-S fuzzy systems with Poisson jumps ⋮
Finite-time stability and stabilization of Itô-type stochastic singular systems ⋮
Losslessness of nonlinear stochastic discrete-time systems ⋮
Robust adaptive fault-tolerant control of stochastic systems with modeling uncertainties and actuator failures ⋮
\(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise ⋮
\(L_2\)-\(L_\infty\) filtering for stochastic systems driven by Poisson processes and Wiener processes ⋮
Design of optimal state controller robust to external disturbance for one class of nonstationary stochastic systems ⋮
Infinite Markov jump-bounded real lemma ⋮
Discrete bilinear stochastic systems with time-varying delay: Stability analysis and control synthesis ⋮
Voltage control for uncertain stochastic nonlinear system with application to energy Internet: non-fragile robust \(H_{\infty}\) approach ⋮
Input-output gain analysis for linear systems on cones ⋮
Finite-time annular domain stability and stabilization of Itô stochastic systems with Wiener noise and Poisson jumps-differential Gronwall inequality approach ⋮
\(H_2 / H_\infty\) control for MJLS with infinite Markov chain ⋮
Perturbation analysis of the stochastic algebraic Riccati equation ⋮
\(H_{\infty }\) filtering for discrete-time systems with randomly varying sensor delays ⋮
Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems ⋮
Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations ⋮
Output feedback \(H^\infty\) control for a class of nonlinear stochastic systems ⋮
\(H_{\infty}\) analysis of nonlinear stochastic time-delay systems ⋮
\(H_{\infty}\) output feedback control for uncertain stochastic systems with time-varying delays ⋮
A unified design for state and output feedback \(H_\infty \) control of nonlinear stochastic Markovian jump systems with state and disturbance-dependent noise ⋮
Stability and stabilization of uncertain 2-D discrete systems with stochastic perturbation ⋮
A delay decomposition approach to \({\mathcal L}_2-{\mathcal L}_\infty\) filter design for stochastic systems with time-varying delay ⋮
Incremental dissipative control for nonlinear stochastic Markovian jump systems ⋮
Robust energy-to-peak filter design for stochastic time-delay systems ⋮
Static \(H_{2}\) and \(H_{\infty }\) output-feedback of discrete-time LTI systems with state multiplicative noise ⋮
\(H_{\infty}\)-like control for nonlinear stochastic systems ⋮
Predictor-based control of stochastic systems with nonlinear diffusions and input delay ⋮
Robust state-feedback control of stochastic state-multiplicative discrete-time linear switched systems with dwell time ⋮
Robust stability, stabilization, and \(H_{\infty}\) control of a class of nonlinear discrete time stochastic systems ⋮
Delay-dependent robust \(H_\infty\) filtering for uncertain neutral stochastic time-delay systems ⋮
Deconvolution filtering for stochastic systems via homogeneous polynomial Lyapunov functions ⋮
Stability analysis and optimal control of stochastic singular systems ⋮
Robust \(H_{\infty }\)-filter design for neutral stochastic uncertain systems with time-varying delay ⋮
Robust \(H_{\infty }\)control with maximal decay rate for linear discrete-time stochastic systems ⋮
Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps ⋮
Soft-constrained stochastic Nash games for weakly coupled large-scale systems ⋮
\(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises ⋮
H∞Control for Continuous-Time Mean-Field Stochastic Systems ⋮
Stochastic problems in \(H_{\infty}\) and \(H_{2}/ H_{\infty}\) control ⋮
Indefinite LQ optimal control for discrete-time uncertain systems ⋮
Robust predictor based control of state multiplicative noisy retarded systems ⋮
Nonlinear stochastic passivity, feedback equivalence and global stabilization ⋮
Robust \(H_{\infty}\) estimation of stationary discrete-time linear processes with stochastic uncertainties ⋮
State-feedback \(H^{\infty}\)-type control of linear systems with time-varying parameter uncertainty
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